0.55Open0.40Pre Close5 Volume673 Open Interest30.00Strike Price263.00Turnover43.78%IV2.15%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.4488Delta0.4034Gamma85.26Leverage Ratio-0.1110Theta0.0007Rho38.26Eff Leverage0.0089Vega